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A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields

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  • Truquet, Lionel

Abstract

The goal of this note is to give a new moment inequality for sums of some weakly dependent random fields. Our result extends moment bounds given by Wu (2007) or Liu and Lin (2009) for causal autoregressive processes and follows by using recursive applications of the Burkhölder inequality for martingales.

Suggested Citation

  • Truquet, Lionel, 2010. "A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1673-1679, November.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:21-22:p:1673-1679
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    References listed on IDEAS

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    1. Liu, Weidong & Lin, Zhengyan, 2009. "Strong approximation for a class of stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 119(1), pages 249-280, January.
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    Cited by:

    1. Klicnarová, Jana & Volný, Dalibor & Wang, Yizao, 2016. "Limit theorems for weighted Bernoulli random fields under Hannan’s condition," Stochastic Processes and their Applications, Elsevier, vol. 126(6), pages 1819-1838.

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